Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-11 0.383948 0.423007 0.466053 0.517335 0.577189 0.645372 0.729684
2025-05-18 0.326476 0.374050 0.429633 0.500279 0.589028 0.698731 0.847740
2025-05-25 0.285321 0.335977 0.397672 0.479912 0.589195 0.733369 0.945243
2025-06-01 0.263123 0.317273 0.385669 0.480837 0.614076 0.801235 1.099022
2025-06-08 0.251373 0.309841 0.386259 0.497071 0.660442 0.905194 1.329408
2025-06-15 0.237719 0.298212 0.379493 0.501448 0.689319 0.987171 1.545757
2025-06-22 0.223859 0.284877 0.368746 0.498229 0.705335 1.050488 1.746483
2025-06-29 0.211902 0.273083 0.358888 0.494813 0.719865 1.113031 1.964496
2025-07-06 0.198023 0.257536 0.342235 0.478977 0.711324 1.132192 2.096895
2025-07-13 0.192037 0.252815 0.341037 0.487196 0.744624 1.235496 2.459062
2025-07-20 0.186239 0.247908 0.339048 0.493701 0.775481 1.340255 2.873429
2025-07-27 0.178741 0.239978 0.331763 0.490484 0.787667 1.408310 3.221728
2025-08-03 0.172908 0.234434 0.328152 0.493821 0.814163 1.517311 3.772655
2025-08-10 0.163404 0.222775 0.314040 0.477412 0.799258 1.526836 3.998883
2025-08-17 0.154079 0.210956 0.299004 0.458162 0.776319 1.512594 4.134862
2025-08-24 0.149452 0.206200 0.295183 0.458931 0.795249 1.608748 4.786826
2025-08-31 0.147885 0.206118 0.298993 0.474051 0.847149 1.807497 6.117104
2025-09-07 0.144405 0.202790 0.297100 0.478115 0.875058 1.948486 7.369889
2025-09-14 0.139948 0.197670 0.291822 0.475099 0.886115 2.042741 8.507030
2025-09-21 0.135757 0.192791 0.286681 0.471904 0.896319 2.138198 9.848521
2025-09-28 0.129962 0.185057 0.276167 0.457107 0.876219 2.127291 10.343569
2025-10-05 0.128032 0.183615 0.276660 0.464786 0.913584 2.329693 13.309957
2025-10-12 0.125951 0.181820 0.276402 0.470862 0.947907 2.536883 17.259665